Evaluating Price Limits and Stock Market Volatility.
Rania ElgoharyMohamed ElshrkawyYehya HelmyMohamed ElwahabPublished in: CSREA EEE (2008)
Keyphrases
- stock market
- stock index futures
- stock price
- garch model
- short term
- chinese stock market
- financial time series
- stock exchange
- trading rules
- stock trading
- stock returns
- financial data
- stock data
- listed companies
- financial markets
- long term
- financial news
- technical indicators
- stock market data
- portfolio optimization
- exchange rate